-24.8%
KTOS vs WING
-65.5%
+40.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -8.0% | -3.9% | -4.2% | -7.6% |
| 30D | -13.6% | -11.6% | -2.0% | -12.4% |
| 3M | -24.6% | -24.2% | -0.4% | -22.2% |
| 6M | -46.3% | -54.1% | +7.7% | -40.8% |
| YTD | -37.0% | -53.9% | +16.9% | -29.2% |
| 1Y | -24.8% | -64.4% | +39.6% | -14.7% |
| All | -24.8% | -65.5% | +40.7% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling